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Volatility Researcher - Quantitative Analytics (Vienna)

Job Description

Massar Capital Management, LP in Vienna is seeking a Quantitative Volatility Researcher to advance alphas and refine volatility models. The role combines research, model development, and risk assessment in a fast-paced, collaborative environment.

Candidates should have 2+ years in volatility research, strong Python skills, and a good grasp of financial markets; strong communication with senior management is essential.

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